ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 133-015 133-025 0-010 0.0% 132-305
High 133-045 133-150 0-105 0.2% 133-180
Low 132-285 133-015 0-050 0.1% 132-245
Close 133-020 133-140 0-120 0.3% 133-140
Range 0-080 0-135 0-055 68.8% 0-255
ATR 0-142 0-141 0-000 -0.3% 0-000
Volume 863,792 838,469 -25,323 -2.9% 5,060,374
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-187 134-138 133-214
R3 134-052 134-003 133-177
R2 133-237 133-237 133-165
R1 133-188 133-188 133-152 133-212
PP 133-102 133-102 133-102 133-114
S1 133-053 133-053 133-128 133-078
S2 132-287 132-287 133-115
S3 132-152 132-238 133-103
S4 132-017 132-103 133-066
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 135-207 135-108 133-280
R3 134-272 134-173 133-210
R2 134-017 134-017 133-187
R1 133-238 133-238 133-163 133-288
PP 133-082 133-082 133-082 133-106
S1 132-303 132-303 133-117 133-032
S2 132-147 132-147 133-093
S3 131-212 132-048 133-070
S4 130-277 131-113 133-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-180 132-245 0-255 0.6% 0-131 0.3% 84% False False 1,012,074
10 133-180 132-245 0-255 0.6% 0-125 0.3% 84% False False 1,058,824
20 133-180 131-235 1-265 1.4% 0-142 0.3% 93% False False 1,096,519
40 133-180 130-000 3-180 2.7% 0-151 0.4% 96% False False 1,145,115
60 133-180 129-190 3-310 3.0% 0-153 0.4% 97% False False 856,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-084
2.618 134-183
1.618 134-048
1.000 133-285
0.618 133-233
HIGH 133-150
0.618 133-098
0.500 133-082
0.382 133-067
LOW 133-015
0.618 132-252
1.000 132-200
1.618 132-117
2.618 131-302
4.250 131-081
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 133-121 133-112
PP 133-102 133-083
S1 133-082 133-055

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols